Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 94 | — |
| Standard deviation | 2.36 | — |
| Sharpe ratio | -0.40 | — |
| Treynor ratio | -0.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 94 | — |
| Standard deviation | 1.99 | — |
| Sharpe ratio | -0.42 | — |
| Treynor ratio | -0.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 89 | — |
| Standard deviation | 1.63 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -0.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 0 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 0 | — |
| 3-year earnings growth | 0 | — |